public CsvCandleDataSource(string csvPath, MarketFeedSettings settings, CsvLastRunDataStore parent, ILogger <CsvCandleDataSource> logger)
{
_csvPath = csvPath; // TODO: clean this up & use in CsvLastRunDataStore
Settings = settings;
_parent = parent;
_logger = logger;
}
public bool HasOverlay(bool hasOverlay, bool appSettingHasOverlayFastUpdate)
{
var settings = new MarketFeedSettings(ProductType.BatUsdc, CandleGranularity.Hour1);
var c = MockCandleMonitorData_ForIsFastUpdate(settings, hasOverlay, appSettingHasOverlayFastUpdate, null);
return(c.HasOverlay);
}
public bool IsFastUpdate(bool hasOverlay, bool appSettingHasOverlayFastUpdate, DateTime?tradeFromUtc)
{
var settings = new MarketFeedSettings(ProductType.BatUsdc, CandleGranularity.Hour1);
var c = MockCandleMonitorData_ForIsFastUpdate(settings, hasOverlay, appSettingHasOverlayFastUpdate, tradeFromUtc);
return(c.IsFastUpdate);
}
public void Settings()
{
var settings = new MarketFeedSettings(ProductType.BatUsdc, CandleGranularity.Hour1);
var c = MockCandleMonitorData_ForIsFastUpdate(settings, false, false, null);
Assert.That(c.Settings, Is.EqualTo(settings));
}
internal void Save(TimeSeries series, MarketFeedSettings settings)
{
// Save the csv data
CsvTimeSeries.Save(_csvPath, series);
// Save the last run json for next restart
Set(settings.Granularity, series.LastTick.EndTime.InUtc().ToDateTimeUtc());
File.WriteAllText(_fullPath, JsonConvert.SerializeObject(new CsvLastRunStoreSerializer(this)));
}
public ICandleDataSource Load(MarketFeedSettings settings)
{
if (DataStores.ContainsKey(settings))
{
return(DataStores[settings]);
}
var rc = new SqlServerCandleDataSource(settings, _serviceScopeFactory);
DataStores.Add(settings, rc);
return(rc);
}
public SqlServerCandleDataSource(MarketFeedSettings settings, IServiceScopeFactory serviceScopeFactory)
{
_scopeFactory = serviceScopeFactory;
Settings = settings;
using (var scope = _scopeFactory.CreateScope())
{
var dbContext = scope.ServiceProvider.GetRequiredService <CryptoDbX>();
_marketDataFeedId = dbContext.MarketDatafeed.Single(
df => df.ExchangeId == 1 &&
df.ProductId == Settings.ProductId &&
df.Granularity == Settings.Granularity).MarketDatafeedId;
_logger = scope.ServiceProvider.GetService <ILogger <SqlServerCandleDataSource> >();
}
}
public ICandleDataSource Load(MarketFeedSettings settings)
{
if (settings == null)
{
return(null);
}
if (!_lastRun.ContainsKey(settings.ProductId))
{
_lastRun.Add(settings.ProductId, CsvLastRunDataStore.Load(_appSettings.CsvPath, settings.ProductId));
}
if (DataStores.ContainsKey(settings))
{
return(DataStores[settings]);
}
var rc = new CsvCandleDataSource(_appSettings.CsvPath, settings, _lastRun[settings.ProductId], _logger);
DataStores.Add(settings, rc);
return(rc);
}
private static CandleMonitorData MockCandleMonitorData_ForIsFastUpdate(
MarketFeedSettings settings,
bool hasOverlay,
bool appSettingHasOverlayFastUpdate,
DateTime?tradeFromUtc)
{
var feed = new CandleMonitorFeeds(settings.ProductId, settings.Granularity, hasOverlay, tradeFromUtc);
var mockCandleDataSource = new Mock <ICandleDataSource>();
var mockCandleProvider = new Mock <ICandleProvider>();
mockCandleProvider.Setup(o => o.Load(settings).LastUpdatedUtc).Returns(DateTime.UtcNow);
mockCandleProvider.SetupGet(o => o.DataStores[settings]).Returns(mockCandleDataSource.Object);
var mockAppSetting = new Mock <IAppSettingCandleMonitor>();
mockAppSetting.SetupProperty(o => o.HasOverlayFastUpdate, appSettingHasOverlayFastUpdate);
var c = new CandleMonitorData(feed, mockCandleProvider.Object, mockAppSetting.Object);
return(c);
}
public CandlesReceivedEventArgs(MarketFeedSettings settings, TimeSeries series, CandleSource candleSource)
{
MarketFeedSettings = settings;
TimeSeries = series;
CandleSource = candleSource;
}
